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The pnl Diaries

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$ From the "operate case" you liquidate the portfolio at $t_1$ realising its PnL (let me simplify the notation a tiny bit) I'm notably considering how the "cross-consequences"* amongst delta and gamma are managed and would love to see a straightforward numerical illustration if that's probable. Many thanks ahead of https://rylanntych.frewwebs.com/34608666/pnl-options

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